I've compiled the swig and my mzscheme executables are in the PATH variable.
When I try to build the "simiple" example for mzscheme I get following:
user@cuser /cygdrive/d/SWIG/swig-1.3.36/Examples/mzscheme/simple
$ make
make -f ../../Makefile SRCS='example.c' SWIG='../../../preinst-swig' \
        SWIGOPT='' TARGET='example' INTERFACE='example.i' mzscheme
make[1]: Entering directory `/cygdrive/d/SWIG/swig-1.3.36/Examples/mzscheme/simp
../../../preinst-swig -mzscheme  example.i
test -n "/cygdrive/d/DrScheme/mzc" && /cygdrive/d/DrScheme/mzc `echo  | sed 's/-
I/++ccf -I/g'` --cc example_wrap.c example.c
mzc v4.0.1 [3m], Copyright (c) 2004-2008 PLT Scheme Inc.
 [output to ".\example_wrap.obj"]
 [output to ".\example.obj"]
test -n "/cygdrive/d/DrScheme/mzc" && /cygdrive/d/DrScheme/mzc --ld example.so example.o  example_wrap.o
mzc v4.0.1 [3m], Copyright (c) 2004-2008 PLT Scheme Inc.
mzc: not a MzScheme extension filename (doesn't end with .dll): example.so
make[1]: *** [mzscheme] Error 1
make[1]: Leaving directory `/cygdrive/d/SWIG/swig-1.3.36/Examples/mzscheme/simple'
make: *** [all] Error 2

At the end I have
Makefile  example.c  example.obj  example_wrap.c README    example.i  example.scm  example_wrap.obj
in the directory. Looks like mzc has problems building the DLL on Windows given the so extension.
I must have forgotten to put some parameter right but after  reading  the docs I couldn't  find  how to fix it.
Please help!

Thank you,